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                                &#160;<span id="projectnumber">2.0.0</span>
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<div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno">    1</span>&#160;<span class="comment">// Types and structures for the LimitOrderBook: order, limit</span></div>
<div class="line"><a name="l00002"></a><span class="lineno">    2</span>&#160;<span class="comment">//</span></div>
<div class="line"><a name="l00003"></a><span class="lineno">    3</span>&#160;<span class="comment">// Copyright (c) 2020 Christian Kauten</span></div>
<div class="line"><a name="l00004"></a><span class="lineno">    4</span>&#160;<span class="comment">//</span></div>
<div class="line"><a name="l00005"></a><span class="lineno">    5</span>&#160;<span class="comment">// Permission is hereby granted, free of charge, to any person obtaining a copy</span></div>
<div class="line"><a name="l00006"></a><span class="lineno">    6</span>&#160;<span class="comment">// of this software and associated documentation files (the &quot;Software&quot;), to deal</span></div>
<div class="line"><a name="l00007"></a><span class="lineno">    7</span>&#160;<span class="comment">// in the Software without restriction, including without limitation the rights</span></div>
<div class="line"><a name="l00008"></a><span class="lineno">    8</span>&#160;<span class="comment">// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell</span></div>
<div class="line"><a name="l00009"></a><span class="lineno">    9</span>&#160;<span class="comment">// copies of the Software, and to permit persons to whom the Software is</span></div>
<div class="line"><a name="l00010"></a><span class="lineno">   10</span>&#160;<span class="comment">// furnished to do so, subject to the following conditions:</span></div>
<div class="line"><a name="l00011"></a><span class="lineno">   11</span>&#160;<span class="comment">//</span></div>
<div class="line"><a name="l00012"></a><span class="lineno">   12</span>&#160;<span class="comment">// The above copyright notice and this permission notice shall be included in all</span></div>
<div class="line"><a name="l00013"></a><span class="lineno">   13</span>&#160;<span class="comment">// copies or substantial portions of the Software.</span></div>
<div class="line"><a name="l00014"></a><span class="lineno">   14</span>&#160;<span class="comment">//</span></div>
<div class="line"><a name="l00015"></a><span class="lineno">   15</span>&#160;<span class="comment">// THE SOFTWARE IS PROVIDED &quot;AS IS&quot;, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR</span></div>
<div class="line"><a name="l00016"></a><span class="lineno">   16</span>&#160;<span class="comment">// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,</span></div>
<div class="line"><a name="l00017"></a><span class="lineno">   17</span>&#160;<span class="comment">// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE</span></div>
<div class="line"><a name="l00018"></a><span class="lineno">   18</span>&#160;<span class="comment">// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER</span></div>
<div class="line"><a name="l00019"></a><span class="lineno">   19</span>&#160;<span class="comment">// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,</span></div>
<div class="line"><a name="l00020"></a><span class="lineno">   20</span>&#160;<span class="comment">// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE</span></div>
<div class="line"><a name="l00021"></a><span class="lineno">   21</span>&#160;<span class="comment">// SOFTWARE.</span></div>
<div class="line"><a name="l00022"></a><span class="lineno">   22</span>&#160;<span class="comment">//</span></div>
<div class="line"><a name="l00023"></a><span class="lineno">   23</span>&#160; </div>
<div class="line"><a name="l00024"></a><span class="lineno">   24</span>&#160;<span class="preprocessor">#ifndef LOB_STRUCTURES_HPP_</span></div>
<div class="line"><a name="l00025"></a><span class="lineno">   25</span>&#160;<span class="preprocessor">#define LOB_STRUCTURES_HPP_</span></div>
<div class="line"><a name="l00026"></a><span class="lineno">   26</span>&#160; </div>
<div class="line"><a name="l00027"></a><span class="lineno">   27</span>&#160;<span class="preprocessor">#include &quot;doubly_linked_list.hpp&quot;</span></div>
<div class="line"><a name="l00028"></a><span class="lineno">   28</span>&#160;<span class="preprocessor">#include &quot;binary_search_tree.hpp&quot;</span></div>
<div class="line"><a name="l00029"></a><span class="lineno">   29</span>&#160;<span class="preprocessor">#include &lt;cstdint&gt;</span></div>
<div class="line"><a name="l00030"></a><span class="lineno">   30</span>&#160; </div>
<div class="line"><a name="l00032"></a><span class="lineno">   32</span>&#160;<span class="keyword">namespace </span><a class="code" href="namespace_l_o_b.html">LOB</a> {</div>
<div class="line"><a name="l00033"></a><span class="lineno">   33</span>&#160; </div>
<div class="line"><a name="l00035"></a><span class="lineno"><a class="line" href="namespace_l_o_b.html#ac0757a974349160aa795b45451948db6">   35</a></span>&#160;<span class="keyword">enum class</span> <a class="code" href="namespace_l_o_b.html#ac0757a974349160aa795b45451948db6">Side</a> : bool { Sell = <span class="keyword">false</span>, Buy = <span class="keyword">true</span> };</div>
<div class="line"><a name="l00036"></a><span class="lineno">   36</span>&#160; </div>
<div class="line"><a name="l00042"></a><span class="lineno"><a class="line" href="namespace_l_o_b.html#a794bbaee01ce7b76040cba9ac684edfb">   42</a></span>&#160;<span class="keyword">inline</span> <a class="code" href="namespace_l_o_b.html#ac0757a974349160aa795b45451948db6">Side</a> <a class="code" href="namespace_l_o_b.html#a794bbaee01ce7b76040cba9ac684edfb">operator!</a>(<a class="code" href="namespace_l_o_b.html#ac0757a974349160aa795b45451948db6">Side</a> side) {</div>
<div class="line"><a name="l00043"></a><span class="lineno">   43</span>&#160;    <span class="keywordflow">return</span> <span class="keyword">static_cast&lt;</span><a class="code" href="namespace_l_o_b.html#ac0757a974349160aa795b45451948db6">Side</a><span class="keyword">&gt;</span>(!<span class="keyword">static_cast&lt;</span><span class="keywordtype">bool</span><span class="keyword">&gt;</span>(side));</div>
<div class="line"><a name="l00044"></a><span class="lineno">   44</span>&#160;}</div>
<div class="line"><a name="l00045"></a><span class="lineno">   45</span>&#160; </div>
<div class="line"><a name="l00047"></a><span class="lineno"><a class="line" href="namespace_l_o_b.html#a482ac950a9cb23fdb93c66d6117a8f74">   47</a></span>&#160;<span class="keyword">typedef</span> uint64_t <a class="code" href="namespace_l_o_b.html#a482ac950a9cb23fdb93c66d6117a8f74">UID</a>;</div>
<div class="line"><a name="l00049"></a><span class="lineno"><a class="line" href="namespace_l_o_b.html#a1d5eee8595d35bc6f2b8372e44cd8dd7">   49</a></span>&#160;<span class="keyword">typedef</span> uint32_t <a class="code" href="namespace_l_o_b.html#a1d5eee8595d35bc6f2b8372e44cd8dd7">Quantity</a>;</div>
<div class="line"><a name="l00051"></a><span class="lineno"><a class="line" href="namespace_l_o_b.html#a0170482547b909e8a53b5ae42d18e23a">   51</a></span>&#160;<span class="keyword">typedef</span> uint64_t <a class="code" href="namespace_l_o_b.html#a0170482547b909e8a53b5ae42d18e23a">Price</a>;</div>
<div class="line"><a name="l00052"></a><span class="lineno">   52</span>&#160; </div>
<div class="line"><a name="l00053"></a><span class="lineno">   53</span>&#160;<span class="comment">// forward declare the `Limit` structure so `Order` can reference it</span></div>
<div class="line"><a name="l00054"></a><span class="lineno">   54</span>&#160;<span class="keyword">struct </span><a class="code" href="struct_l_o_b_1_1_limit.html">Limit</a>;</div>
<div class="line"><a name="l00055"></a><span class="lineno">   55</span>&#160; </div>
<div class="line"><a name="l00057"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_order.html">   57</a></span>&#160;<span class="keyword">struct </span><a class="code" href="struct_l_o_b_1_1_order.html">Order</a> : DLL::Node {</div>
<div class="line"><a name="l00059"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_order.html#a7287e54cc8ad117cddbeb7b843b29f1b">   59</a></span>&#160;    <span class="keyword">const</span> <a class="code" href="namespace_l_o_b.html#a482ac950a9cb23fdb93c66d6117a8f74">UID</a> <a class="code" href="struct_l_o_b_1_1_order.html#a7287e54cc8ad117cddbeb7b843b29f1b">uid</a> = 0;</div>
<div class="line"><a name="l00061"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_order.html#a958f5a54a613fb012214b71332add261">   61</a></span>&#160;    <span class="keyword">const</span> <a class="code" href="namespace_l_o_b.html#ac0757a974349160aa795b45451948db6">Side</a> <a class="code" href="struct_l_o_b_1_1_order.html#a958f5a54a613fb012214b71332add261">side</a> = Side::Sell;</div>
<div class="line"><a name="l00063"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_order.html#a306f045463a61d710f29d59824b4fa9d">   63</a></span>&#160;    <a class="code" href="namespace_l_o_b.html#a1d5eee8595d35bc6f2b8372e44cd8dd7">Quantity</a> <a class="code" href="struct_l_o_b_1_1_order.html#a306f045463a61d710f29d59824b4fa9d">quantity</a> = 0;</div>
<div class="line"><a name="l00065"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_order.html#a8e5f781012f13a6116c60bb9e8d3fa5f">   65</a></span>&#160;    <span class="keyword">const</span> <a class="code" href="namespace_l_o_b.html#a0170482547b909e8a53b5ae42d18e23a">Price</a> <a class="code" href="struct_l_o_b_1_1_order.html#a8e5f781012f13a6116c60bb9e8d3fa5f">price</a> = 0;</div>
<div class="line"><a name="l00067"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_order.html#ac4eb93ab36045cd0927ee4d4ea51c1a5">   67</a></span>&#160;    <a class="code" href="struct_l_o_b_1_1_limit.html">Limit</a>* <a class="code" href="struct_l_o_b_1_1_order.html#ac4eb93ab36045cd0927ee4d4ea51c1a5">limit</a> = <span class="keyword">nullptr</span>;</div>
<div class="line"><a name="l00068"></a><span class="lineno">   68</span>&#160; </div>
<div class="line"><a name="l00070"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_order.html#a6731de6080c369204cb6c3ca7ee13cbf">   70</a></span>&#160;    <a class="code" href="struct_l_o_b_1_1_order.html#a6731de6080c369204cb6c3ca7ee13cbf">Order</a>() : DLL::Node() { }</div>
<div class="line"><a name="l00071"></a><span class="lineno">   71</span>&#160; </div>
<div class="line"><a name="l00079"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_order.html#ae7106787df2001416575765eaa8236d0">   79</a></span>&#160;    <a class="code" href="struct_l_o_b_1_1_order.html#ae7106787df2001416575765eaa8236d0">Order</a>(<a class="code" href="namespace_l_o_b.html#a482ac950a9cb23fdb93c66d6117a8f74">UID</a> uid_, <a class="code" href="namespace_l_o_b.html#ac0757a974349160aa795b45451948db6">Side</a> side_, <a class="code" href="namespace_l_o_b.html#a1d5eee8595d35bc6f2b8372e44cd8dd7">Quantity</a> quantity_, <a class="code" href="namespace_l_o_b.html#a0170482547b909e8a53b5ae42d18e23a">Price</a> price_) :</div>
<div class="line"><a name="l00080"></a><span class="lineno">   80</span>&#160;        DLL::Node(),</div>
<div class="line"><a name="l00081"></a><span class="lineno">   81</span>&#160;        <a class="code" href="struct_l_o_b_1_1_order.html#a7287e54cc8ad117cddbeb7b843b29f1b">uid</a>(uid_),</div>
<div class="line"><a name="l00082"></a><span class="lineno">   82</span>&#160;        <a class="code" href="struct_l_o_b_1_1_order.html#a958f5a54a613fb012214b71332add261">side</a>(side_),</div>
<div class="line"><a name="l00083"></a><span class="lineno">   83</span>&#160;        <a class="code" href="struct_l_o_b_1_1_order.html#a306f045463a61d710f29d59824b4fa9d">quantity</a>(quantity_),</div>
<div class="line"><a name="l00084"></a><span class="lineno">   84</span>&#160;        <a class="code" href="struct_l_o_b_1_1_order.html#a8e5f781012f13a6116c60bb9e8d3fa5f">price</a>(price_) { }</div>
<div class="line"><a name="l00085"></a><span class="lineno">   85</span>&#160;};</div>
<div class="line"><a name="l00086"></a><span class="lineno">   86</span>&#160; </div>
<div class="line"><a name="l00088"></a><span class="lineno"><a class="line" href="namespace_l_o_b.html#a98c8cdadc7da7cd760e1a6dede850854">   88</a></span>&#160;<span class="keyword">typedef</span> uint32_t <a class="code" href="namespace_l_o_b.html#a98c8cdadc7da7cd760e1a6dede850854">Count</a>;</div>
<div class="line"><a name="l00090"></a><span class="lineno"><a class="line" href="namespace_l_o_b.html#a0860e916768a8e3baaadf73c1a6f9c58">   90</a></span>&#160;<span class="keyword">typedef</span> uint64_t <a class="code" href="namespace_l_o_b.html#a0860e916768a8e3baaadf73c1a6f9c58">Volume</a>;</div>
<div class="line"><a name="l00091"></a><span class="lineno">   91</span>&#160; </div>
<div class="line"><a name="l00093"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_limit.html">   93</a></span>&#160;<span class="keyword">struct </span><a class="code" href="struct_l_o_b_1_1_limit.html">Limit</a> : BST::Node&lt;Price&gt; {</div>
<div class="line"><a name="l00095"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_limit.html#a5143704d888d4a1029b217eca6f94d18">   95</a></span>&#160;    <a class="code" href="namespace_l_o_b.html#a98c8cdadc7da7cd760e1a6dede850854">Count</a> <a class="code" href="struct_l_o_b_1_1_limit.html#a5143704d888d4a1029b217eca6f94d18">count</a> = 0;</div>
<div class="line"><a name="l00097"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_limit.html#abcf0b362b5ae3c20be119d7e18b2a72e">   97</a></span>&#160;    <span class="keyword">const</span> uint32_t <a class="code" href="struct_l_o_b_1_1_limit.html#abcf0b362b5ae3c20be119d7e18b2a72e">_padding</a> = 0;</div>
<div class="line"><a name="l00099"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_limit.html#a73fcec9f433efd6a506f1c08bf52a233">   99</a></span>&#160;    <a class="code" href="namespace_l_o_b.html#a0860e916768a8e3baaadf73c1a6f9c58">Volume</a> <a class="code" href="struct_l_o_b_1_1_limit.html#a73fcec9f433efd6a506f1c08bf52a233">volume</a> = 0;</div>
<div class="line"><a name="l00101"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_limit.html#a596cd48cc1faf4f2f2e79f4ae354bdb4">  101</a></span>&#160;    <a class="code" href="struct_l_o_b_1_1_order.html">Order</a>* <a class="code" href="struct_l_o_b_1_1_limit.html#a596cd48cc1faf4f2f2e79f4ae354bdb4">order_head</a> = <span class="keyword">nullptr</span>;</div>
<div class="line"><a name="l00103"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_limit.html#ab2708f69d5bdb44d7d4b2296b02055e1">  103</a></span>&#160;    <a class="code" href="struct_l_o_b_1_1_order.html">Order</a>* <a class="code" href="struct_l_o_b_1_1_limit.html#ab2708f69d5bdb44d7d4b2296b02055e1">order_tail</a> = <span class="keyword">nullptr</span>;</div>
<div class="line"><a name="l00104"></a><span class="lineno">  104</span>&#160; </div>
<div class="line"><a name="l00106"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_limit.html#a200e1bfc4df7ab3926f14cf9c56df4fb">  106</a></span>&#160;    <a class="code" href="struct_l_o_b_1_1_limit.html#a200e1bfc4df7ab3926f14cf9c56df4fb">Limit</a>() : BST::Node&lt;<a class="code" href="namespace_l_o_b.html#a0170482547b909e8a53b5ae42d18e23a">Price</a>&gt;() { }</div>
<div class="line"><a name="l00107"></a><span class="lineno">  107</span>&#160; </div>
<div class="line"><a name="l00112"></a><span class="lineno"><a class="line" href="struct_l_o_b_1_1_limit.html#ab6be14b27efd8c571089c4e80decff8f">  112</a></span>&#160;    <span class="keyword">explicit</span> <a class="code" href="struct_l_o_b_1_1_limit.html#ab6be14b27efd8c571089c4e80decff8f">Limit</a>(<a class="code" href="struct_l_o_b_1_1_order.html">Order</a>* order) :</div>
<div class="line"><a name="l00113"></a><span class="lineno">  113</span>&#160;        BST::Node&lt;<a class="code" href="namespace_l_o_b.html#a0170482547b909e8a53b5ae42d18e23a">Price</a>&gt;(order-&gt;price),</div>
<div class="line"><a name="l00114"></a><span class="lineno">  114</span>&#160;        <a class="code" href="struct_l_o_b_1_1_limit.html#a5143704d888d4a1029b217eca6f94d18">count</a>(1),</div>
<div class="line"><a name="l00115"></a><span class="lineno">  115</span>&#160;        <a class="code" href="struct_l_o_b_1_1_limit.html#a73fcec9f433efd6a506f1c08bf52a233">volume</a>(order-&gt;quantity),</div>
<div class="line"><a name="l00116"></a><span class="lineno">  116</span>&#160;        <a class="code" href="struct_l_o_b_1_1_limit.html#a596cd48cc1faf4f2f2e79f4ae354bdb4">order_head</a>(order),</div>
<div class="line"><a name="l00117"></a><span class="lineno">  117</span>&#160;        <a class="code" href="struct_l_o_b_1_1_limit.html#ab2708f69d5bdb44d7d4b2296b02055e1">order_tail</a>(order) { }</div>
<div class="line"><a name="l00118"></a><span class="lineno">  118</span>&#160;};</div>
<div class="line"><a name="l00119"></a><span class="lineno">  119</span>&#160; </div>
<div class="line"><a name="l00120"></a><span class="lineno">  120</span>&#160;}  <span class="comment">// namespace LOB</span></div>
<div class="line"><a name="l00121"></a><span class="lineno">  121</span>&#160; </div>
<div class="line"><a name="l00122"></a><span class="lineno">  122</span>&#160;<span class="preprocessor">#endif  // LOB_STRUCTURES_HPP_</span></div>
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<div class="ttc" id="anamespace_l_o_b_html"><div class="ttname"><a href="namespace_l_o_b.html">LOB</a></div><div class="ttdoc">Logic for maintaining a continuous double auction via a limit-order book.</div><div class="ttdef"><b>Definition:</b> limit_order_book.hpp:33</div></div>
<div class="ttc" id="anamespace_l_o_b_html_ac0757a974349160aa795b45451948db6"><div class="ttname"><a href="namespace_l_o_b.html#ac0757a974349160aa795b45451948db6">LOB::Side</a></div><div class="ttdeci">Side</div><div class="ttdoc">the possible sides for the LimitTree</div><div class="ttdef"><b>Definition:</b> structures.hpp:35</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_limit_html_abcf0b362b5ae3c20be119d7e18b2a72e"><div class="ttname"><a href="struct_l_o_b_1_1_limit.html#abcf0b362b5ae3c20be119d7e18b2a72e">LOB::Limit::_padding</a></div><div class="ttdeci">const uint32_t _padding</div><div class="ttdoc">padding for byte alignment</div><div class="ttdef"><b>Definition:</b> structures.hpp:97</div></div>
<div class="ttc" id="anamespace_l_o_b_html_a482ac950a9cb23fdb93c66d6117a8f74"><div class="ttname"><a href="namespace_l_o_b.html#a482ac950a9cb23fdb93c66d6117a8f74">LOB::UID</a></div><div class="ttdeci">uint64_t UID</div><div class="ttdoc">a type for order IDs</div><div class="ttdef"><b>Definition:</b> structures.hpp:47</div></div>
<div class="ttc" id="anamespace_l_o_b_html_a794bbaee01ce7b76040cba9ac684edfb"><div class="ttname"><a href="namespace_l_o_b.html#a794bbaee01ce7b76040cba9ac684edfb">LOB::operator!</a></div><div class="ttdeci">Side operator!(Side side)</div><div class="ttdoc">Return the opposite side using the invert operator.</div><div class="ttdef"><b>Definition:</b> structures.hpp:42</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_order_html_a7287e54cc8ad117cddbeb7b843b29f1b"><div class="ttname"><a href="struct_l_o_b_1_1_order.html#a7287e54cc8ad117cddbeb7b843b29f1b">LOB::Order::uid</a></div><div class="ttdeci">const UID uid</div><div class="ttdoc">the day-unique ID for this particular order</div><div class="ttdef"><b>Definition:</b> structures.hpp:59</div></div>
<div class="ttc" id="anamespace_l_o_b_html_a0860e916768a8e3baaadf73c1a6f9c58"><div class="ttname"><a href="namespace_l_o_b.html#a0860e916768a8e3baaadf73c1a6f9c58">LOB::Volume</a></div><div class="ttdeci">uint64_t Volume</div><div class="ttdoc">a type for limit total volume</div><div class="ttdef"><b>Definition:</b> structures.hpp:90</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_order_html_a306f045463a61d710f29d59824b4fa9d"><div class="ttname"><a href="struct_l_o_b_1_1_order.html#a306f045463a61d710f29d59824b4fa9d">LOB::Order::quantity</a></div><div class="ttdeci">Quantity quantity</div><div class="ttdoc">the number of shares in the order</div><div class="ttdef"><b>Definition:</b> structures.hpp:63</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_order_html"><div class="ttname"><a href="struct_l_o_b_1_1_order.html">LOB::Order</a></div><div class="ttdoc">A single order in the LimitOrderBook.</div><div class="ttdef"><b>Definition:</b> structures.hpp:57</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_limit_html"><div class="ttname"><a href="struct_l_o_b_1_1_limit.html">LOB::Limit</a></div><div class="ttdoc">A price limit containing a FIFO queue of Order objects.</div><div class="ttdef"><b>Definition:</b> structures.hpp:93</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_order_html_a8e5f781012f13a6116c60bb9e8d3fa5f"><div class="ttname"><a href="struct_l_o_b_1_1_order.html#a8e5f781012f13a6116c60bb9e8d3fa5f">LOB::Order::price</a></div><div class="ttdeci">const Price price</div><div class="ttdoc">the limit price for the order (market price if market order)</div><div class="ttdef"><b>Definition:</b> structures.hpp:65</div></div>
<div class="ttc" id="anamespace_l_o_b_html_a98c8cdadc7da7cd760e1a6dede850854"><div class="ttname"><a href="namespace_l_o_b.html#a98c8cdadc7da7cd760e1a6dede850854">LOB::Count</a></div><div class="ttdeci">uint32_t Count</div><div class="ttdoc">a type for limit price order counts</div><div class="ttdef"><b>Definition:</b> structures.hpp:88</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_limit_html_ab6be14b27efd8c571089c4e80decff8f"><div class="ttname"><a href="struct_l_o_b_1_1_limit.html#ab6be14b27efd8c571089c4e80decff8f">LOB::Limit::Limit</a></div><div class="ttdeci">Limit(Order *order)</div><div class="ttdoc">Initialize a new limit data.</div><div class="ttdef"><b>Definition:</b> structures.hpp:112</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_order_html_a958f5a54a613fb012214b71332add261"><div class="ttname"><a href="struct_l_o_b_1_1_order.html#a958f5a54a613fb012214b71332add261">LOB::Order::side</a></div><div class="ttdeci">const Side side</div><div class="ttdoc">a boolean determining whether the order id a buy (true) or sell (false)</div><div class="ttdef"><b>Definition:</b> structures.hpp:61</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_limit_html_a596cd48cc1faf4f2f2e79f4ae354bdb4"><div class="ttname"><a href="struct_l_o_b_1_1_limit.html#a596cd48cc1faf4f2f2e79f4ae354bdb4">LOB::Limit::order_head</a></div><div class="ttdeci">Order * order_head</div><div class="ttdoc">the first order in the queue (next to execute)</div><div class="ttdef"><b>Definition:</b> structures.hpp:101</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_limit_html_a5143704d888d4a1029b217eca6f94d18"><div class="ttname"><a href="struct_l_o_b_1_1_limit.html#a5143704d888d4a1029b217eca6f94d18">LOB::Limit::count</a></div><div class="ttdeci">Count count</div><div class="ttdoc">the number of orders at this limit price</div><div class="ttdef"><b>Definition:</b> structures.hpp:95</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_limit_html_a200e1bfc4df7ab3926f14cf9c56df4fb"><div class="ttname"><a href="struct_l_o_b_1_1_limit.html#a200e1bfc4df7ab3926f14cf9c56df4fb">LOB::Limit::Limit</a></div><div class="ttdeci">Limit()</div><div class="ttdoc">Initialize a new limit data.</div><div class="ttdef"><b>Definition:</b> structures.hpp:106</div></div>
<div class="ttc" id="anamespace_l_o_b_html_a1d5eee8595d35bc6f2b8372e44cd8dd7"><div class="ttname"><a href="namespace_l_o_b.html#a1d5eee8595d35bc6f2b8372e44cd8dd7">LOB::Quantity</a></div><div class="ttdeci">uint32_t Quantity</div><div class="ttdoc">a type for order quantities</div><div class="ttdef"><b>Definition:</b> structures.hpp:49</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_order_html_ac4eb93ab36045cd0927ee4d4ea51c1a5"><div class="ttname"><a href="struct_l_o_b_1_1_order.html#ac4eb93ab36045cd0927ee4d4ea51c1a5">LOB::Order::limit</a></div><div class="ttdeci">Limit * limit</div><div class="ttdoc">the limit this order falls under</div><div class="ttdef"><b>Definition:</b> structures.hpp:67</div></div>
<div class="ttc" id="anamespace_l_o_b_html_a0170482547b909e8a53b5ae42d18e23a"><div class="ttname"><a href="namespace_l_o_b.html#a0170482547b909e8a53b5ae42d18e23a">LOB::Price</a></div><div class="ttdeci">uint64_t Price</div><div class="ttdoc">a type for order prices</div><div class="ttdef"><b>Definition:</b> structures.hpp:51</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_order_html_a6731de6080c369204cb6c3ca7ee13cbf"><div class="ttname"><a href="struct_l_o_b_1_1_order.html#a6731de6080c369204cb6c3ca7ee13cbf">LOB::Order::Order</a></div><div class="ttdeci">Order()</div><div class="ttdoc">Initialize a new order data.</div><div class="ttdef"><b>Definition:</b> structures.hpp:70</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_order_html_ae7106787df2001416575765eaa8236d0"><div class="ttname"><a href="struct_l_o_b_1_1_order.html#ae7106787df2001416575765eaa8236d0">LOB::Order::Order</a></div><div class="ttdeci">Order(UID uid_, Side side_, Quantity quantity_, Price price_)</div><div class="ttdoc">Initialize a new order data.</div><div class="ttdef"><b>Definition:</b> structures.hpp:79</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_limit_html_ab2708f69d5bdb44d7d4b2296b02055e1"><div class="ttname"><a href="struct_l_o_b_1_1_limit.html#ab2708f69d5bdb44d7d4b2296b02055e1">LOB::Limit::order_tail</a></div><div class="ttdeci">Order * order_tail</div><div class="ttdoc">the last order in the queue (last to execute)</div><div class="ttdef"><b>Definition:</b> structures.hpp:103</div></div>
<div class="ttc" id="astruct_l_o_b_1_1_limit_html_a73fcec9f433efd6a506f1c08bf52a233"><div class="ttname"><a href="struct_l_o_b_1_1_limit.html#a73fcec9f433efd6a506f1c08bf52a233">LOB::Limit::volume</a></div><div class="ttdeci">Volume volume</div><div class="ttdoc">the total amount of volume at this limit price (sum of order shares)</div><div class="ttdef"><b>Definition:</b> structures.hpp:99</div></div>
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